+94.0%
FLUT vs EPAM
+751.2%
-657.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.9% |
| 7D | -1.6% | +2.0% | -3.6% | -1.8% |
| 30D | +7.7% | +6.5% | +1.2% | +6.9% |
| 3M | -0.7% | +19.9% | -20.6% | -2.8% |
| 6M | -11.2% | -16.9% | +5.8% | -10.1% |
| YTD | -53.4% | -42.9% | -10.6% | -51.4% |
| 1Y | -65.8% | -30.4% | -35.4% | -64.9% |
| 3Y | -44.9% | -54.7% | +9.8% | -42.4% |
| 5Y | -49.7% | -81.8% | +32.1% | -47.5% |
| 10Y | -9.7% | +65.5% | -75.2% | +0.5% |
| All | +94.0% | +751.2% | -657.2% | +113.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling